The expected usage of zc.buildout.download.Download() is that the caller is
supposed to remove the temporary files (cf [1] [2])

[1]: https://github.com/buildout/buildout/blob/3ed7c06bf7be594dcb3c906c2517ee438f059251/src/zc/buildout/download.txt#L55
[2]: https://github.com/buildout/buildout/blob/3da22a7dacb9a4d1f771e7763e014214c31d935b/src/zc/buildout/download.py#L171-L176